Although much has been written about Roma facing deportation from countries such as France, perhaps rather more worrying are stories about Roma being refused permission to leave their own countries. Here is a recent example from Macedonia:
The European Roma Rights Centre sent a letter to Macedonian authorities today, raising concerns over the freedom of movement of Romani citizens. In March 2012, five Romani musicians travelling to Germany to play at a wedding were stopped at the Tabanovce border. Border guards did not allow them to leave the country although they possessed all requisite documentation and put marks in three passports, which may prevent them from travelling freely in the future. All of the musicians were denied the right to leave the country, a human right enshrined in many international standards, as well as the Macedonian constitution itself.
You can read the letter here (pdf). The writers from the European Roma Rights Centre point out that the Roma are being targeted because of their ethnicity, and that this is in contravention of international human rights laws and conventions.